Testing goodness-of-fit for Laplace distribution based on maximum entropy

DOI10.1080/02331880600822473zbMath1120.62004OpenAlexW1996378223MaRDI QIDQ5423159

Byung Jin Choi, Keeyoung Kim

Publication date: 22 October 2007

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880600822473

zbMATH Keywords

maximum entropygoodness-of-fit testLaplace distributionentropy estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric tests (62F05)

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Cites Work

• On entropy-based goodness-of-fit tests
• Entropy, divergence and distance measures with econometric applications
• A Class of Omnibus Tests for the Laplace Distribution based on the Empirical Characteristic Function
• Modified goodness-of-fit test for the laplace distribution
• Double Exponential Families and Their Use in Generalized Linear Regression
• Entropy-Based Tests of Uniformity
• On the logarithms of high-order spacings
• Entropy-based goodness-of-fit test for exponentiality
• Tests of Fit for the Laplace Distribution, with Applications
• Information Distinguishability with Application to Analysis of Failure Data
• A further look at robustness via Bayes's theorem
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